Shifts in volatility driven by large stock market shocks (Q1657558): Difference between revisions
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Revision as of 20:29, 19 March 2024
scientific article
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English | Shifts in volatility driven by large stock market shocks |
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Shifts in volatility driven by large stock market shocks (English)
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13 August 2018
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stochastic volatility
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structural breaks
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